ECBOT 5 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 13-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
119-205 |
119-207 |
0-002 |
0.0% |
119-040 |
High |
119-310 |
119-250 |
-0-060 |
-0.2% |
119-310 |
Low |
119-182 |
119-170 |
-0-012 |
0.0% |
119-037 |
Close |
119-232 |
119-235 |
0-003 |
0.0% |
119-235 |
Range |
0-128 |
0-080 |
-0-048 |
-37.5% |
0-273 |
ATR |
0-139 |
0-135 |
-0-004 |
-3.0% |
0-000 |
Volume |
1,069 |
1,776 |
707 |
66.1% |
27,540 |
|
Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-138 |
120-107 |
119-279 |
|
R3 |
120-058 |
120-027 |
119-257 |
|
R2 |
119-298 |
119-298 |
119-250 |
|
R1 |
119-267 |
119-267 |
119-242 |
119-282 |
PP |
119-218 |
119-218 |
119-218 |
119-226 |
S1 |
119-187 |
119-187 |
119-228 |
119-202 |
S2 |
119-138 |
119-138 |
119-220 |
|
S3 |
119-058 |
119-107 |
119-213 |
|
S4 |
118-298 |
119-027 |
119-191 |
|
|
Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-053 |
121-257 |
120-065 |
|
R3 |
121-100 |
120-304 |
119-310 |
|
R2 |
120-147 |
120-147 |
119-285 |
|
R1 |
120-031 |
120-031 |
119-260 |
120-089 |
PP |
119-194 |
119-194 |
119-194 |
119-223 |
S1 |
119-078 |
119-078 |
119-210 |
119-136 |
S2 |
118-241 |
118-241 |
119-185 |
|
S3 |
117-288 |
118-125 |
119-160 |
|
S4 |
117-015 |
117-172 |
119-085 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
119-310 |
119-037 |
0-273 |
0.7% |
0-099 |
0.3% |
73% |
False |
False |
5,508 |
10 |
120-015 |
119-032 |
0-303 |
0.8% |
0-116 |
0.3% |
67% |
False |
False |
18,773 |
20 |
120-110 |
119-032 |
1-078 |
1.0% |
0-136 |
0.4% |
51% |
False |
False |
474,598 |
40 |
121-165 |
119-032 |
2-133 |
2.0% |
0-155 |
0.4% |
26% |
False |
False |
607,316 |
60 |
121-165 |
118-082 |
3-083 |
2.7% |
0-147 |
0.4% |
45% |
False |
False |
592,984 |
80 |
121-165 |
118-082 |
3-083 |
2.7% |
0-139 |
0.4% |
45% |
False |
False |
580,020 |
100 |
121-165 |
118-082 |
3-083 |
2.7% |
0-128 |
0.3% |
45% |
False |
False |
464,766 |
120 |
121-165 |
117-080 |
4-085 |
3.6% |
0-115 |
0.3% |
58% |
False |
False |
387,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-270 |
2.618 |
120-139 |
1.618 |
120-059 |
1.000 |
120-010 |
0.618 |
119-299 |
HIGH |
119-250 |
0.618 |
119-219 |
0.500 |
119-210 |
0.382 |
119-201 |
LOW |
119-170 |
0.618 |
119-121 |
1.000 |
119-090 |
1.618 |
119-041 |
2.618 |
118-281 |
4.250 |
118-150 |
|
|
Fisher Pivots for day following 13-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
119-227 |
119-230 |
PP |
119-218 |
119-225 |
S1 |
119-210 |
119-220 |
|